-2.8%
MCHP vs DBX
+25.2%
-28.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -2.1% | -1.8% | -0.3% | -1.8% |
| 30D | -11.1% | +2.8% | -14.0% | -11.8% |
| 3M | -18.1% | +26.8% | -44.8% | -22.9% |
| 6M | +10.8% | +32.8% | -22.0% | +1.4% |
| YTD | +14.2% | +26.1% | -11.8% | +6.6% |
| 1Y | +13.5% | +14.1% | -0.7% | +10.1% |
| All | -2.8% | +25.2% | -28.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling